+854.3%
EEM vs FAST
+3,846.4%
-2,992.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.1% | +1.5% |
| 7D | +2.3% | -0.4% | +2.7% | +2.5% |
| 30D | +4.5% | -0.8% | +5.3% | +4.8% |
| 3M | -0.1% | +5.8% | -5.8% | -3.1% |
| 6M | +16.9% | +8.0% | +9.0% | +11.8% |
| YTD | +26.2% | +25.6% | +0.6% | +11.8% |
| 1Y | +40.5% | +0.8% | +39.7% | +37.4% |
| 3Y | +86.2% | +86.1% | +0.1% | +31.3% |
| 5Y | +45.5% | +100.2% | -54.7% | -3.9% |
| 10Y | +128.6% | +494.2% | -365.5% | -22.0% |
| All | +854.3% | +3,846.4% | -2,992.2% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FAST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling